Anic Equity¶

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Total return since start: 0.575 %¶

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Equity now: -----------------------------> 48098.64 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46703.76 Kr¶

PnL: ---------------------------------------> -184.81 Kr¶

DD now: ---------------------------------> -1.092 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 16:16:13.530309'

Anic Portfolio¶

Today¶

Return: 1.189 %¶

This Week¶

Return: 1.189 %¶

Total¶

Return: 57.463 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 3.260000 2884.000000 248.000000 9.410000 2636.000010
Beijer Electronics Group 26 1.490000 3182.400000 211.400000 7.120000 2971.000006
Corem Property Group B 59 7.060000 688.530000 111.530000 19.330000 576.999999
Samhällsbyggnadsbo. i Norden B 20 7.250000 455.800000 100.800000 28.390000 355.000000
HMS Networks 2 1.350000 721.600000 48.600000 7.220000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.080000 1688.400000 34.400000 2.080000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 5.190000 272.640000 26.640000 10.830000 246.000000
Midsona B 63 2.340000 606.060000 23.060000 3.960000 582.999984
MedCap 2 4.720000 444.000000 23.000000 5.460000 421.000000
Nordea Bank Abp 29 0.720000 3474.200000 20.200000 0.580000 3453.999992
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
OEM International B 7 1.960000 547.400000 19.400000 3.670000 527.999997
Intrum 4 2.400000 545.200000 18.200000 3.450000 527.000000
CTEK 13 6.300000 550.550000 16.550000 3.100000 533.999999
Coor Service Management Hold. 8 0.220000 547.200000 15.200000 2.860000 532.000000
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
Resurs Holding 22 0.110000 585.640000 11.640000 2.030000 573.999998
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
AcadeMedia 12 0.560000 564.480000 7.480000 1.340000 557.000004
Essity B 2 0.560000 579.600000 5.600000 0.980000 574.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.320000 547.500000 1.500000 0.270000 546.000000
Swedbank A 3 0.530000 564.000000 0.000000 0.000000 564.000000
Securitas B 6 0.780000 568.020000 -1.980000 -0.350000 570.000000
SAAB B 8 1.710000 3338.400000 -38.600000 -1.140000 3377.000000
International Petroleum Corp. 5 3.170000 537.000000 -57.570000 -9.680000 594.565215
Sampo Oyj SDB 7 0.740000 3790.500000 -59.500000 -1.550000 3850.000000
Vivesto 1368 0.360000 535.440000 -77.560000 -12.650000 612.999432
OX2 18 -1.700000 1508.400000 -155.600000 -9.350000 1663.999992
Axfood 13 0.440000 3571.100000 -184.900000 -4.920000 3756.000001
Ovzon 52 1.560000 3042.000000 -320.000000 -9.520000 3361.999992
Fasadgruppen Group 35 0.000000 3465.000000 -346.000000 -9.080000 3810.999990
TOTAL 46700.840000 -187.730000 -1.09844% 46888.564618

Updated:¶

'2023-01-16 16:15:50.870640'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶